+47.5%
ROK vs AUR
-35.1%
+82.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -1.2% | +1.4% | -2.7% | -1.4% |
| 30D | -4.8% | -6.4% | +1.6% | -4.2% |
| 3M | -6.1% | +7.7% | -13.8% | -7.4% |
| 6M | +15.5% | +44.5% | -29.0% | +9.1% |
| YTD | +11.2% | +67.4% | -56.3% | +2.9% |
| 1Y | +23.8% | +15.4% | +8.4% | +19.2% |
| 3Y | +53.1% | +94.8% | -41.7% | +27.0% |
| All | +47.5% | -35.1% | +82.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling